Optimal instrumental variables estimation for ARMA models (Q5952957): Difference between revisions
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Revision as of 00:47, 5 March 2024
scientific article; zbMATH DE number 1690623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal instrumental variables estimation for ARMA models |
scientific article; zbMATH DE number 1690623 |
Statements
Optimal instrumental variables estimation for ARMA models (English)
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4 December 2002
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ARMA
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conditional heteroskedasticity
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instrumental variables
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efficiency lower bound
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frequency domain
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